-12.8%
SHOP vs YUM
+19.0%
-31.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +3.2% |
| 7D | -11.2% | -6.1% | -5.2% | -7.1% |
| 30D | -14.4% | -5.8% | -8.5% | -10.7% |
| 3M | +16.6% | -7.6% | +24.2% | +22.7% |
| 6M | -0.6% | -9.1% | +8.6% | +5.4% |
| YTD | -20.0% | -5.5% | -14.5% | -18.8% |
| 1Y | -11.2% | -3.7% | -7.5% | -12.6% |
| 3Y | +99.5% | +17.8% | +81.7% | +41.3% |
| All | -12.8% | +19.0% | -31.8% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling